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positive_eps_streak on LAMAR ADVERTISING CO/NEW (LAMR)

SIC 6798 — Real Estate Investment Trusts · CIK 1090425 · default direction: long

Definition

Fires on companies with consecutive years of positive earnings — quality compounder candidates. Surfaces stable franchises with earnings durability, not speculative growth.

Every time the signal fired on LAMR

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-202026-02-20-1.46%+2.81%-5.90%
FY20242025-02-202025-02-20-0.33%-0.12%-7.00%-0.60%+13.92%
FY20232024-02-232024-02-23-0.50%+1.17%+7.08%+10.92%+16.64%
FY20222023-02-242023-02-24+1.83%+4.39%-5.91%-6.75%+13.12%
FY20212022-02-252022-02-25-3.14%-4.41%+4.01%-13.35%-2.20%
FY20202021-02-262021-02-26-0.10%+7.54%+10.26%+21.02%+34.96%
FY20192020-02-202020-02-20-2.18%-10.96%-52.29%-37.35%-7.88%
FY20182019-02-252019-02-25-0.17%+2.28%-0.85%+6.51%+19.08%
FY20172018-02-272018-02-27-2.45%-3.45%-5.84%+1.22%+19.82%
FY20162017-02-242017-02-24+1.27%+1.85%+2.49%-3.84%+2.04%
FY20152016-02-252016-02-25+0.45%+6.40%+8.63%+14.88%+40.29%
FY20142015-02-262015-02-26-1.58%+0.08%-0.43%+3.66%-0.40%
FY20132014-02-272014-02-27+3.86%+3.56%+0.56%-2.94%+18.16%

Forward returns are stock returns from event date (next trading day after filing). Sign is raw stock direction; the trade direction is in the calibration table below.

Universe-wide calibration (this signal across all companies)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+13.65%+64.44%long+13.47%22+0.27

Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See positive_eps_streak methodology for the full audit.


Data: /api/company/1090425/financials